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    <title>chol</title>
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    <center>Scilab Function</center>
    <div align="right">Last update : April 1993</div>
    <p>
      <b>chol</b> -  Cholesky factorization</p>
    <h3>
      <font color="blue">Calling Sequence</font>
    </h3>
    <dl>
      <dd>
        <tt>[R]=chol(X)  </tt>
      </dd>
    </dl>
    <h3>
      <font color="blue">Parameters</font>
    </h3>
    <ul>
      <li>
        <tt>
          <b>X</b>
        </tt>: a symmetric positive definite real or complex matrix.</li>
    </ul>
    <h3>
      <font color="blue">Description</font>
    </h3>
    <p>
    If <tt>
        <b>X</b>
      </tt> is positive definite, then <tt>
        <b>R = chol(X)</b>
      </tt> produces an upper 
    triangular matrix <tt>
        <b>R</b>
      </tt> such that <tt>
        <b>R'*R = X</b>
      </tt>.</p>
    <p>
      <tt>
        <b>chol(X)</b>
      </tt> uses only the diagonal and upper triangle of <tt>
        <b>X</b>
      </tt>.
    The lower triangular is assumed to be the (complex conjugate) 
    transpose of the upper.</p>
    <h3>
      <font color="blue">References</font>
    </h3>
    <dl>
      <p>
 Cholesky decomposition is based on  the Lapack routines
 DPOTRF for  real matrices and  ZPOTRF for the complex case.</p>
    </dl>
    <h3>
      <font color="blue">Examples</font>
    </h3>
    <pre>

W=rand(5,5)+%i*rand(5,5);
X=W*W';
R=chol(X);
norm(R'*R-X)
 
  </pre>
    <h3>
      <font color="blue">See Also</font>
    </h3>
    <p>
      <a href="spchol.htm">
        <tt>
          <b>spchol</b>
        </tt>
      </a>,&nbsp;&nbsp;<a href="qr.htm">
        <tt>
          <b>qr</b>
        </tt>
      </a>,&nbsp;&nbsp;<a href="svd.htm">
        <tt>
          <b>svd</b>
        </tt>
      </a>,&nbsp;&nbsp;<a href="bdiag.htm">
        <tt>
          <b>bdiag</b>
        </tt>
      </a>,&nbsp;&nbsp;<a href="fullrf.htm">
        <tt>
          <b>fullrf</b>
        </tt>
      </a>,&nbsp;&nbsp;</p>
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